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Publications in Math-Net.Ru |
Citations |
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2021 |
| 1. |
T. Yu. Pashinskaya, V. V. Dombrovskii, “Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns”, Avtomat. i Telemekh., 2021, no. 5, 124–138   ; Autom. Remote Control, 82:5 (2021), 841–852   |
1
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2011 |
| 2. |
V. V. Dombrovskii, T. Yu. Ob''edko, “Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization”, Avtomat. i Telemekh., 2011, no. 5, 96–112   ; Autom. Remote Control, 72:5 (2011), 989–1003 |
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2006 |
| 3. |
V. V. Dombrovskii, D. V. Dombrovskii, E. A. Lyashenko, “Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization”, Avtomat. i Telemekh., 2006, no. 12, 71–85 ; Autom. Remote Control, 67:12 (2006), 1927–1939 |
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2005 |
| 4. |
V. A. Gal'perin, V. V. Dombrovskii, E. N. Fedosov, “Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching”, Avtomat. i Telemekh., 2005, no. 5, 175–189 ; Autom. Remote Control, 66:5 (2005), 837–850 |
11
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| 5. |
V. V. Dombrovskii, D. V. Dombrovskii, E. A. Lyashenko, “Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization”, Avtomat. i Telemekh., 2005, no. 4, 84–97 ; Autom. Remote Control, 66:4 (2005), 583–595 |
46
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2003 |
| 6. |
V. V. Dombrovskii, E. A. Lyashenko, “A Linear Quadratic Control for Discrete Systems with Random Parameters and Multiplicative Noise and Its Application to Investment Portfolio Optimization”, Avtomat. i Telemekh., 2003, no. 10, 50–65 ; Autom. Remote Control, 64:10 (2003), 1558–1570 |
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| 7. |
E. S. Gerasimov, V. V. Dombrovskii, “Dynamic Network Model of Managing Investment Portfolio under Random Stepwise Changes in Volatilities of Financial Assets”, Avtomat. i Telemekh., 2003, no. 7, 77–86 ; Autom. Remote Control, 64:7 (2003), 1086–1093 |
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2002 |
| 8. |
E. S. Gerasimov, V. V. Dombrovskii, “Dynamic Network Model of Investment Control for Quadratic Risk Function”, Avtomat. i Telemekh., 2002, no. 2, 119–128 ; Autom. Remote Control, 63:2 (2002), 280–288 |
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1996 |
| 9. |
V. V. Dombrovskii, “Synthesis of Reduced-Order Dynamic Regulators under $H_{\infty}$-Constraints”, Avtomat. i Telemekh., 1996, no. 11, 10–17 ; Autom. Remote Control, 57:11 (1996), 1537–1543 |
5
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| 10. |
V. V. Dombrovskii, “Synthesis of Optimal Dynamic Controllers of Reduced Order for Nonstationary Discrete Stochastic Linear Systems”, Avtomat. i Telemekh., 1996, no. 4, 79–86 ; Autom. Remote Control, 57:4 (1996), 522–528 |
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1995 |
| 11. |
E. D. Vasil'eva, V. V. Dombrovskii, “Synthesis of dynamic controllers of a reduced order with respect to a quadratic criterion”, Avtomat. i Telemekh., 1995, no. 7, 43–50 ; Autom. Remote Control, 56:7 (1995), 942–948 |
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1994 |
| 12. |
V. V. Dombrovskiĭ, “Lowering the order of linear multidimensional systems with $H^{\infty}$ constrain”, Avtomat. i Telemekh., 1994, no. 4, 123–132 ; Autom. Remote Control, 55:4 (1994), 560–567 |
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| 13. |
V. V. Dombrovskiĭ, “Approximate aggregation of a class of time-dependent linear stochastic systems”, Avtomat. i Telemekh., 1994, no. 3, 70–75 ; Autom. Remote Control, 55:3 (1994), 361–365 |
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1991 |
| 14. |
V. V. Dombrovskiĭ, “Dynamic controllers of reduced order for deterministic and stochastic systems”, Avtomat. i Telemekh., 1991, no. 11, 87–95 ; Autom. Remote Control, 52:11 (1991), 1555–1562 |
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1989 |
| 15. |
V. V. Dombrovskii, “On design and stability of continuous and digital lower-order linear filters”, Avtomat. i Telemekh., 1989, no. 11, 91–99 ; Autom. Remote Control, 50:11 (1989), 1533–1539 |
| 16. |
V. V. Dombrovskii, “On approximate aggregation of linear stochastic systems”, Avtomat. i Telemekh., 1989, no. 7, 102–109 ; Autom. Remote Control, 50:7 (1989), 935–940 |
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1985 |
| 17. |
V. V. Dombrovskiĭ, “Synthesis and properties of a modified linear reduced-order filter”, Avtomat. i Telemekh., 1985, no. 2, 73–78 ; Autom. Remote Control, 46:2 (1985), 201–206 |
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1984 |
| 18. |
V. V. Dombrovskii, “On a version and properties of a lower-order estimate”, Avtomat. i Telemekh., 1984, no. 6, 65–69 ; Autom. Remote Control, 45:6 (1984), 738–741 |
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1981 |
| 19. |
V. V. Dombrovskii, “A method for design of stjboptimal lower order filters for digital linear dynamic systems”, Avtomat. i Telemekh., 1981, no. 11, 66–73 ; Autom. Remote Control, 42:11 (1981), 1483–1489 |
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